+318.3%
INTC vs DVA
+36.3%
+282.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +7.5% | -1.3% | +8.8% | +7.4% |
| 30D | +2.0% | 0.0% | +1.9% | +2.0% |
| 3M | -12.0% | -10.9% | -1.1% | -12.5% |
| 6M | +114.5% | +17.3% | +97.3% | +112.5% |
| YTD | +179.0% | +59.8% | +119.2% | +173.2% |
| 1Y | +318.3% | +36.3% | +282.0% | +348.3% |
| All | +318.3% | +36.3% | +282.0% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling